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type_genre:"Bibliography included"
type_genre:"Publication in honor of a person"
~isPartOf:"The econometrics journal"
~subject:"ARCH-Modell"
~subject:"Geldpolitik"
~subject:"Statistische Methodenlehre"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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ARCH-Modell
Geldpolitik
Statistische Methodenlehre
Estimation theory
268
Schätztheorie
268
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
55
Panel
39
Panel study
39
Time series analysis
37
Zeitreihenanalyse
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Statistical test
36
Statistischer Test
36
Theorie
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Theory
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Estimation
28
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Induktive Statistik
19
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19
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16
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15
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Instrumental variables
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Statistische Verteilung
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Autokorrelation
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Monte Carlo simulation
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IV-Schätzung
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Čížek, Pavel
2
Abadir, Karim Maher
1
Arvanitis, Stelios
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Coudin, Elise
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Du, Zaichao
1
Dufour, Jean-Marie
1
Dēmos, Antōnēs A.
1
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1
Henry, Marc
1
Huang, Da
1
Hubner, Stefan
1
Härdle, Wolfgang
1
Kheifets, Igor L.
1
Li, Pengfei
1
Liu, Hang
1
Mourifié, Ismael
1
Mukherjee, Kanchan
1
Pedersen, Rasmus Søndergaard
1
Pong, Shiuyan
1
Preminger, Arie
1
Rahbek, Anders
1
Shackleton, Mark B.
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Spokojnyj, Vladimir G.
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Storti, Giuseppe
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Taylor, Stephen
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Wang, Hansheng
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Wang, Xiaohu
1
Wu, Changbao
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Wu, Jilin
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Xiao, Zhijie
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The econometrics journal
Journal of econometrics
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Econometric theory
57
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
Economics letters
45
Econometric reviews
43
Discussion paper / Tinbergen Institute
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Economic modelling
13
Finance research letters
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International journal of economics and financial issues : IJEFI
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International journal of forecasting
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Journal of empirical finance
13
CREATES research paper
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International economic review
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of risk
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Oxford bulletin of economics and statistics
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Annales d'économie et de statistique
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Applied economics letters
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CORE discussion paper : DP
10
Journal of banking & finance
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Journal of time series econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper series
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American journal of agricultural economics
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Discussion papers of interdisciplinary research project 373
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
Saved in:
4
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
5
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
6
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
7
Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie
;
Storti, Giuseppe
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
Saved in:
8
Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
Saved in:
9
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Saved in:
10
Specification tests for nonlinear dynamic models
Kheifets, Igor L.
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 67-94
Persistent link: https://www.econbiz.de/10011345998
Saved in:
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